PARK CITY, Utah--Ira Sachs' "Forty Shades of Blue," the story of a marriage that does not work and never could have, won the Grand Jury Prize here Saturday night, as best feature film at Sundance 2005. Eugene Jarecki's "Why We Fight," a film about an America moving toward a state of continuous war, was named best documentary. Jarecki's brother Andrew won the same category in 2003 with "Capturing The Friedmans."